E-mini S&P 500 Future September 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	2,154.50	2,160.00	5.50	0.3%	2,120.25
High	2,163.25	2,160.75	-2.50	-0.1%	2,168.00
Low	2,152.75	2,151.25	-1.50	-0.1%	2,120.00
Close	2,160.00	2,158.75	-1.25	-0.1%	2,152.75
Range	10.50	9.50	-1.00	-9.5%	48.00
ATR	26.30	25.10	-1.20	-4.6%	0.00
Volume	1,205,765	1,151,631	-54,134	-4.5%	8,105,701

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,185.50	2,181.50	2,164.00
R3	2,176.00	2,172.00	2,161.25
R2	2,166.50	2,166.50	2,160.50
R1	2,162.50	2,162.50	2,159.50	2,159.75
PP	2,157.00	2,157.00	2,157.00	2,155.50
S1	2,153.00	2,153.00	2,158.00	2,150.25
S2	2,147.50	2,147.50	2,157.00
S3	2,138.00	2,143.50	2,156.25
S4	2,128.50	2,134.00	2,153.50

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,291.00	2,269.75	2,179.25
R3	2,243.00	2,221.75	2,166.00
R2	2,195.00	2,195.00	2,161.50
R1	2,173.75	2,173.75	2,157.25	2,184.50
PP	2,147.00	2,147.00	2,147.00	2,152.25
S1	2,125.75	2,125.75	2,148.25	2,136.50
S2	2,099.00	2,099.00	2,144.00
S3	2,051.00	2,077.75	2,139.50
S4	2,003.00	2,029.75	2,126.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,168.00	2,139.50	28.50	1.3%	16.00	0.7%	68%	False	False	1,458,344
10	2,168.00	2,065.75	102.25	4.7%	20.50	0.9%	91%	False	False	1,614,660
20	2,168.00	1,981.50	186.50	8.6%	30.50	1.4%	95%	False	False	1,882,885
40	2,168.00	1,981.50	186.50	8.6%	24.50	1.1%	95%	False	False	1,345,973
60	2,168.00	1,981.50	186.50	8.6%	24.00	1.1%	95%	False	False	899,434
80	2,168.00	1,981.50	186.50	8.6%	23.50	1.1%	95%	False	False	675,190
100	2,168.00	1,904.75	263.25	12.2%	23.50	1.1%	96%	False	False	540,278
120	2,168.00	1,787.50	380.50	17.6%	25.75	1.2%	98%	False	False	450,291

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.70
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	2,201.00
2.618	2,185.50
1.618	2,176.00
1.000	2,170.25
0.618	2,166.50
HIGH	2,160.75
0.618	2,157.00
0.500	2,156.00
0.382	2,155.00
LOW	2,151.25
0.618	2,145.50
1.000	2,141.75
1.618	2,136.00
2.618	2,126.50
4.250	2,111.00

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	2,157.75	2,157.25
PP	2,157.00	2,155.50
S1	2,156.00	2,154.00

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These figures are updated between 7pm and 10pm EST after a trading day.

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